Module 2 · Footprint Display Types
The Delta Footprint
Collapse each level to one net number to instantly see who initiated.
In this lesson you'll
- Read a delta-mode footprint
- Use it to scan for one-sided levels and divergences
- Understand what it gains and loses vs bid×ask
The Delta footprint replaces each cell's two numbers with a single net figure: Ask − Bid at that level, colored green (positive) or red (negative). It answers one question fast: which side initiated more volume at this exact price?
What you lose: the raw magnitudes. A delta of +10 could be 15 × 25 (light) or 500 × 510 (a heavy two-sided battle that nearly cancelled out). Those are very different situations the net number hides. That's why pros flip between delta and bid×ask rather than living in one mode.
Key takeaways
- Delta footprint = one net number per level (Ask − Bid), green/red.
- Great for fast scanning of one-sided levels and divergences.
- It hides raw magnitudes — a small delta can mask a huge two-sided fight.
- Best practice: scan in delta, confirm details in bid×ask.
Check your understanding
Pick an answer to reveal instant feedback. Answer every question to complete the lesson.
Why that's off: Many splits give +10; nothing forces 5×15.
Why that's off: Total traded could be 1,010 contracts (500+510) with a delta of just +10.
Why that's off: It's perfectly normal — any split where ask exceeds bid by 10.
Delta is just Ask − Bid. +10 is consistent with many splits — a quiet 15×25 or a violent 500×510 that nearly cancelled. The single net number deliberately discards magnitude, which is its main weakness.
Why that's off: Footprints show executed trades, never resting book liquidity.
Why that's off: It loses magnitude detail, so it supplements bid×ask rather than replacing it.
Why that's off: Footprints aren't a time-and-sales log of individual timestamps.
Delta mode condenses each level to its net aggressor, making it ideal for fast scanning and divergence-spotting. It complements — rather than replaces — the detailed bid×ask view.
Educational content only. Nothing here is financial or trading advice. Order-flow and options patterns shift probabilities; they never guarantee outcomes.